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Chinese Academy of Sciences Institutional Repositories Grid
Global convergence of a smooth approximation method for mathematical programs with complementarity constraints

文献类型:期刊论文

作者Yin, Hongxia; Zhang, Jianzhong
刊名Mathematical methods of operations research
出版日期2006-10-01
卷号64期号:2页码:255-269
关键词Mpcc Licq Ulsc condition B-stationary point Global convergence
ISSN号1432-2994
DOI10.1007/s00186-006-0076-2
通讯作者Yin, hongxia(hxyin@gucas.ac.cn)
英文摘要A new smoothing approach was given for solving the mathematical programs with complementarity constraints (mpcc) by using the aggregation technique. as the smoothing parameter tends to zero, if the kkt point sequence generated from the smoothed problems satisfies the second-order necessary condition, then any accumulation point of the sequence is a b-stationary point of mpcc if the linear independence constraint qualification (licq) and the upper level strict complementarity (ulsc) condition hold at the limit point. the ulsc condition is weaker than the lower level strict complementarity (llsc) condition generally used in the literatures. moreover, the method can be easily extended to the mathematical programs with general vertical complementarity constraints.
WOS关键词VARIATIONAL INEQUALITY CONSTRAINTS ; INTERIOR-POINT METHOD ; EQUILIBRIUM CONSTRAINTS ; OPTIMIZATION PROBLEMS ; OPTIMALITY CONDITIONS ; STATIONARITY CONDITIONS ; CONTINUATION METHOD ; EXACT PENALIZATION ; QUALIFICATIONS
WOS研究方向Operations Research & Management Science ; Mathematics
WOS类目Operations Research & Management Science ; Mathematics, Applied
语种英语
WOS记录号WOS:000240797100005
出版者SPRINGER HEIDELBERG
URI标识http://www.irgrid.ac.cn/handle/1471x/2379808
专题中国科学院大学
通讯作者Yin, Hongxia
作者单位1.Grad Univ Chinese Acad Sci, Dept Math, Res Ctr Data Technol & Knowledge Economy, Beijing 100049, Peoples R China
2.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Hong Kong, Peoples R China
推荐引用方式
GB/T 7714
Yin, Hongxia,Zhang, Jianzhong. Global convergence of a smooth approximation method for mathematical programs with complementarity constraints[J]. Mathematical methods of operations research,2006,64(2):255-269.
APA Yin, Hongxia,&Zhang, Jianzhong.(2006).Global convergence of a smooth approximation method for mathematical programs with complementarity constraints.Mathematical methods of operations research,64(2),255-269.
MLA Yin, Hongxia,et al."Global convergence of a smooth approximation method for mathematical programs with complementarity constraints".Mathematical methods of operations research 64.2(2006):255-269.

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来源:中国科学院大学

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